No label defined (Q3609282)
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scientific article; zbMATH DE number 5524227
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5524227 |
Statements
6 March 2009
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TGARCH model
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conditional variance
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dummy variable
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leverage effect
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week effect
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0.80257803
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0.78504485
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0.7831688
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